NYMEX Natural Gas Future January 2010

Trading Metrics calculated at close of trading on 21-Sep-2009

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	5.390	5.520	0.130	2.4%	5.126
High	5.600	5.559	-0.041	-0.7%	5.666
Low	5.369	5.369	0.000	0.0%	5.048
Close	5.568	5.381	-0.187	-3.4%	5.568
Range	0.231	0.190	-0.041	-17.7%	0.618
ATR	0.219	0.218	-0.001	-0.7%	0.000
Volume	16,446	14,207	-2,239	-13.6%	97,989

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.006	5.884	5.486
R3	5.816	5.694	5.433
R2	5.626	5.626	5.416
R1	5.504	5.504	5.398	5.470
PP	5.436	5.436	5.436	5.420
S1	5.314	5.314	5.364	5.280
S2	5.246	5.246	5.346
S3	5.056	5.124	5.329
S4	4.866	4.934	5.277

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	7.281	7.043	5.908
R3	6.663	6.425	5.738
R2	6.045	6.045	5.681
R1	5.807	5.807	5.625	5.926
PP	5.427	5.427	5.427	5.487
S1	5.189	5.189	5.511	5.308
S2	4.809	4.809	5.455
S3	4.191	4.571	5.398
S4	3.573	3.953	5.228

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.666	5.200	0.466	8.7%	0.258	4.8%	39%	False	False	18,604
10	5.666	4.759	0.907	16.9%	0.274	5.1%	69%	False	False	18,390
20	5.666	4.677	0.989	18.4%	0.210	3.9%	71%	False	False	14,673
40	6.127	4.677	1.450	26.9%	0.184	3.4%	49%	False	False	11,349
60	6.127	4.677	1.450	26.9%	0.171	3.2%	49%	False	False	9,728
80	6.462	4.677	1.785	33.2%	0.175	3.3%	39%	False	False	8,708
100	6.462	4.677	1.785	33.2%	0.177	3.3%	39%	False	False	7,978
120	6.462	4.677	1.785	33.2%	0.165	3.1%	39%	False	False	7,380

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.073
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6.367
2.618	6.056
1.618	5.866
1.000	5.749
0.618	5.676
HIGH	5.559
0.618	5.486
0.500	5.464
0.382	5.442
LOW	5.369
0.618	5.252
1.000	5.179
1.618	5.062
2.618	4.872
4.250	4.562

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	5.464	5.508
PP	5.436	5.466
S1	5.409	5.423

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols